1
2
3
4
5 package rand
6
7 import (
8 "math"
9 "fmt"
10 "os"
11 "testing"
12 )
13
14 const (
15 numTestSamples = 10000
16 )
17
18 type statsResults struct {
19 mean float64
20 stddev float64
21 closeEnough float64
22 maxError float64
23 }
24
25 func max(a, b float64) float64 {
26 if a > b {
27 return a
28 }
29 return b
30 }
31
32 func nearEqual(a, b, closeEnough, maxError float64) bool {
33 absDiff := math.Fabs(a - b)
34 if absDiff < closeEnough {
35 return true
36 }
37 return absDiff/max(math.Fabs(a), math.Fabs(b)) < maxError
38 }
39
40 var testSeeds = []int64{1, 1754801282, 1698661970, 1550503961}
41
42
43
44 func (this *statsResults) checkSimilarDistribution(expected *statsResults) os.Error {
45 if !nearEqual(this.mean, expected.mean, expected.closeEnough, expected.maxError) {
46 s := fmt.Sprintf("mean %v != %v (allowed error %v, %v)", this.mean, expected.mean, expected.closeEnough, expected.maxError)
47 fmt.Println(s)
48 return os.NewError(s)
49 }
50 if !nearEqual(this.stddev, expected.stddev, 0, expected.maxError) {
51 s := fmt.Sprintf("stddev %v != %v (allowed error %v, %v)", this.stddev, expected.stddev, expected.closeEnough, expected.maxError)
52 fmt.Println(s)
53 return os.NewError(s)
54 }
55 return nil
56 }
57
58 func getStatsResults(samples []float64) *statsResults {
59 res := new(statsResults)
60 var sum float64
61 for i := range samples {
62 sum += samples[i]
63 }
64 res.mean = sum / float64(len(samples))
65 var devsum float64
66 for i := range samples {
67 devsum += math.Pow(samples[i]-res.mean, 2)
68 }
69 res.stddev = math.Sqrt(devsum / float64(len(samples)))
70 return res
71 }
72
73 func checkSampleDistribution(t *testing.T, samples []float64, expected *statsResults) {
74 actual := getStatsResults(samples)
75 err := actual.checkSimilarDistribution(expected)
76 if err != nil {
77 t.Errorf(err.String())
78 }
79 }
80
81 func checkSampleSliceDistributions(t *testing.T, samples []float64, nslices int, expected *statsResults) {
82 chunk := len(samples) / nslices
83 for i := 0; i < nslices; i++ {
84 low := i * chunk
85 var high int
86 if i == nslices-1 {
87 high = len(samples) - 1
88 } else {
89 high = (i + 1) * chunk
90 }
91 checkSampleDistribution(t, samples[low:high], expected)
92 }
93 }
94
95
96
97
98
99 func generateNormalSamples(nsamples int, mean, stddev float64, seed int64) []float64 {
100 r := New(NewSource(seed))
101 samples := make([]float64, nsamples)
102 for i := range samples {
103 samples[i] = r.NormFloat64()*stddev + mean
104 }
105 return samples
106 }
107
108 func testNormalDistribution(t *testing.T, nsamples int, mean, stddev float64, seed int64) {
109
110
111 samples := generateNormalSamples(nsamples, mean, stddev, seed)
112 errorScale := max(1.0, stddev)
113 expected := &statsResults{mean, stddev, 0.10 * errorScale, 0.08 * errorScale}
114
115
116 checkSampleDistribution(t, samples, expected)
117
118
119 checkSampleSliceDistributions(t, samples, 2, expected)
120
121
122 checkSampleSliceDistributions(t, samples, 7, expected)
123 }
124
125
126
127 func TestStandardNormalValues(t *testing.T) {
128 for _, seed := range testSeeds {
129 testNormalDistribution(t, numTestSamples, 0, 1, seed)
130 }
131 }
132
133 func TestNonStandardNormalValues(t *testing.T) {
134 for sd := 0.5; sd < 1000; sd *= 2 {
135 for m := 0.5; m < 1000; m *= 2 {
136 for _, seed := range testSeeds {
137 testNormalDistribution(t, numTestSamples, m, sd, seed)
138 }
139 }
140 }
141 }
142
143
144
145
146
147 func generateExponentialSamples(nsamples int, rate float64, seed int64) []float64 {
148 r := New(NewSource(seed))
149 samples := make([]float64, nsamples)
150 for i := range samples {
151 samples[i] = r.ExpFloat64() / rate
152 }
153 return samples
154 }
155
156 func testExponentialDistribution(t *testing.T, nsamples int, rate float64, seed int64) {
157
158
159 mean := 1 / rate
160 stddev := mean
161
162 samples := generateExponentialSamples(nsamples, rate, seed)
163 errorScale := max(1.0, 1/rate)
164 expected := &statsResults{mean, stddev, 0.10 * errorScale, 0.20 * errorScale}
165
166
167 checkSampleDistribution(t, samples, expected)
168
169
170 checkSampleSliceDistributions(t, samples, 2, expected)
171
172
173 checkSampleSliceDistributions(t, samples, 7, expected)
174 }
175
176
177
178 func TestStandardExponentialValues(t *testing.T) {
179 for _, seed := range testSeeds {
180 testExponentialDistribution(t, numTestSamples, 1, seed)
181 }
182 }
183
184 func TestNonStandardExponentialValues(t *testing.T) {
185 for rate := 0.05; rate < 10; rate *= 2 {
186 for _, seed := range testSeeds {
187 testExponentialDistribution(t, numTestSamples, rate, seed)
188 }
189 }
190 }
191
192
193
194
195
196 func initNorm() (testKn []uint32, testWn, testFn []float32) {
197 const m1 = 1 << 31
198 var (
199 dn float64 = rn
200 tn = dn
201 vn float64 = 9.91256303526217e-3
202 )
203
204 testKn = make([]uint32, 128)
205 testWn = make([]float32, 128)
206 testFn = make([]float32, 128)
207
208 q := vn / math.Exp(-0.5*dn*dn)
209 testKn[0] = uint32((dn / q) * m1)
210 testKn[1] = 0
211 testWn[0] = float32(q / m1)
212 testWn[127] = float32(dn / m1)
213 testFn[0] = 1.0
214 testFn[127] = float32(math.Exp(-0.5 * dn * dn))
215 for i := 126; i >= 1; i-- {
216 dn = math.Sqrt(-2.0 * math.Log(vn/dn+math.Exp(-0.5*dn*dn)))
217 testKn[i+1] = uint32((dn / tn) * m1)
218 tn = dn
219 testFn[i] = float32(math.Exp(-0.5 * dn * dn))
220 testWn[i] = float32(dn / m1)
221 }
222 return
223 }
224
225 func initExp() (testKe []uint32, testWe, testFe []float32) {
226 const m2 = 1 << 32
227 var (
228 de float64 = re
229 te = de
230 ve float64 = 3.9496598225815571993e-3
231 )
232
233 testKe = make([]uint32, 256)
234 testWe = make([]float32, 256)
235 testFe = make([]float32, 256)
236
237 q := ve / math.Exp(-de)
238 testKe[0] = uint32((de / q) * m2)
239 testKe[1] = 0
240 testWe[0] = float32(q / m2)
241 testWe[255] = float32(de / m2)
242 testFe[0] = 1.0
243 testFe[255] = float32(math.Exp(-de))
244 for i := 254; i >= 1; i-- {
245 de = -math.Log(ve/de + math.Exp(-de))
246 testKe[i+1] = uint32((de / te) * m2)
247 te = de
248 testFe[i] = float32(math.Exp(-de))
249 testWe[i] = float32(de / m2)
250 }
251 return
252 }
253
254
255
256
257 func compareUint32Slices(s1, s2 []uint32) int {
258 if len(s1) != len(s2) {
259 if len(s1) > len(s2) {
260 return len(s2) + 1
261 }
262 return len(s1) + 1
263 }
264 for i := range s1 {
265 if s1[i] != s2[i] {
266 return i
267 }
268 }
269 return -1
270 }
271
272
273
274
275 func compareFloat32Slices(s1, s2 []float32) int {
276 if len(s1) != len(s2) {
277 if len(s1) > len(s2) {
278 return len(s2) + 1
279 }
280 return len(s1) + 1
281 }
282 for i := range s1 {
283 if !nearEqual(float64(s1[i]), float64(s2[i]), 0, 1e-7) {
284 return i
285 }
286 }
287 return -1
288 }
289
290 func TestNormTables(t *testing.T) {
291 testKn, testWn, testFn := initNorm()
292 if i := compareUint32Slices(kn[0:], testKn); i >= 0 {
293 t.Errorf("kn disagrees at index %v; %v != %v", i, kn[i], testKn[i])
294 }
295 if i := compareFloat32Slices(wn[0:], testWn); i >= 0 {
296 t.Errorf("wn disagrees at index %v; %v != %v", i, wn[i], testWn[i])
297 }
298 if i := compareFloat32Slices(fn[0:], testFn); i >= 0 {
299 t.Errorf("fn disagrees at index %v; %v != %v", i, fn[i], testFn[i])
300 }
301 }
302
303 func TestExpTables(t *testing.T) {
304 testKe, testWe, testFe := initExp()
305 if i := compareUint32Slices(ke[0:], testKe); i >= 0 {
306 t.Errorf("ke disagrees at index %v; %v != %v", i, ke[i], testKe[i])
307 }
308 if i := compareFloat32Slices(we[0:], testWe); i >= 0 {
309 t.Errorf("we disagrees at index %v; %v != %v", i, we[i], testWe[i])
310 }
311 if i := compareFloat32Slices(fe[0:], testFe); i >= 0 {
312 t.Errorf("fe disagrees at index %v; %v != %v", i, fe[i], testFe[i])
313 }
314 }
315
316
317
318 func BenchmarkInt63Threadsafe(b *testing.B) {
319 for n := b.N; n > 0; n-- {
320 Int63()
321 }
322 }
323
324 func BenchmarkInt63Unthreadsafe(b *testing.B) {
325 r := New(NewSource(1))
326 for n := b.N; n > 0; n-- {
327 r.Int63()
328 }
329 }
330
331 func BenchmarkIntn1000(b *testing.B) {
332 r := New(NewSource(1))
333 for n := b.N; n > 0; n-- {
334 r.Intn(1000)
335 }
336 }
337
338 func BenchmarkInt63n1000(b *testing.B) {
339 r := New(NewSource(1))
340 for n := b.N; n > 0; n-- {
341 r.Int63n(1000)
342 }
343 }
344
345 func BenchmarkInt31n1000(b *testing.B) {
346 r := New(NewSource(1))
347 for n := b.N; n > 0; n-- {
348 r.Int31n(1000)
349 }
350 }